+4.4%
GOOGL vs ALL
+42.7%
-38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.5% |
| 7D | -11.1% | +7.5% | -18.6% | -10.1% |
| 30D | -16.6% | +19.7% | -36.3% | -15.0% |
| 3M | -23.4% | +2.9% | -26.3% | -22.9% |
| 6M | -24.5% | +23.5% | -48.0% | -21.7% |
| YTD | -7.5% | +31.1% | -38.7% | -3.2% |
| 1Y | +4.4% | +40.5% | -36.1% | +16.7% |
| All | +4.4% | +42.7% | -38.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling